+64.2%
EWZ vs RCAT
-99.8%
+164.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.2% | -2.0% |
| 7D | +0.1% | +15.6% | -15.5% | 0.0% |
| 30D | -25.9% | -24.1% | -1.8% | -25.8% |
| 3M | -6.1% | -61.9% | +55.7% | -5.8% |
| 6M | -16.1% | -64.3% | +48.2% | -15.8% |
| YTD | +1.0% | -50.4% | +51.4% | +1.2% |
| 1Y | 0.0% | -54.0% | +54.0% | +0.1% |
| 3Y | +16.8% | +347.2% | -330.3% | +15.8% |
| 5Y | +52.1% | +45.7% | +6.3% | +50.9% |
| All | +64.2% | -99.8% | +164.0% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling